PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-14 13:42:58.690140+00:00 (UTC)
In US/Central Time, this is 2024-03-14 08:42:58.690140-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897695 -0.476285 0.085432 -0.007212 0.545904 0.254925
1997-01-03 -0.885987 -0.476285 -0.156334 0.008310 0.745457 0.205777
1997-01-06 -0.882084 -0.476285 -0.064920 -0.014974 0.778330 0.269707
1997-01-07 -0.882084 -0.455454 -0.129872 -0.046018 0.837949 0.383300
1997-01-08 -0.893792 -0.455454 -0.022821 -0.084823 0.785991 0.496501
... ... ... ... ... ... ...
2024-03-07 -0.815738 -1.497026 -0.720455 1.808880 1.132795 -0.250832
2024-03-08 -0.819640 -1.476194 -0.684370 1.870969 1.023015 -0.227843
2024-03-11 -0.819640 -1.497026 -0.626635 1.870969 0.924717 -0.175524
2024-03-12 -0.843057 -1.507441 -0.792624 1.816641 1.034739 0.037323
2024-03-13 -0.843057 -1.507441 -0.803449 1.816641 1.105902 0.037323

7186 rows × 6 columns

../_images/b7e1d81e2f26967fdd2bc4edd98909c778d93948e6c7c19ab2bbd032efd6c66b.png
pc1
DATE
1997-01-02   -0.579366
1997-01-03   -0.685582
1997-01-06   -0.668461
1997-01-07   -0.704853
1997-01-08   -0.674494
                ...   
2024-03-07   -1.532057
2024-03-08   -1.511196
2024-03-11   -1.486754
2024-03-12   -1.590564
2024-03-13   -1.608956
Name: PC1, Length: 7186, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/5384ef74fbb8fe78a78e04970c364b1a0f7599e26065588a3852112c57ec5fdb.png
fig = px.line(pc1)
fig.show()
../_images/70f85f7e8e64b4bcb91e4b7e74ce4bc6b1fb945a9f02ca84465e9a42adda9fb0.png